Ridge-type pretest and shrinkage estimations in partially linear models

被引：0
|
作者：
Bahadır Yüzbaşı
S. Ejaz Ahmed
Dursun Aydın
机构：
[1] Inonu University,Department of Econometrics
[2] Brock University,Department of Mathematics and Statistics
[3] Mugla Sitki Kocman University,Department of Statistics
来源：
Statistical Papers | 2020年 / 61卷
关键词：
Pretest estimation; Shrinkage estimation; Ridge regression; Smoothing spline; Partially linear model;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we suggest pretest and shrinkage ridge regression estimators for a partially linear regression model, and compare their performance with some penalty estimators. We investigate the asymptotic properties of proposed estimators. We also consider a Monte Carlo simulation comparison, and a real data example is presented to illustrate the usefulness of the suggested methods.
引用
收藏
页码：869 / 898
页数：29
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